Numerical experiments on stochastic block proximal-gradient type method for convex constrained optimization involving coordinatewise separable problems

zbMATH Open1463.49048MaRDI QIDQ5116056FDOQ5116056

Authors: Porntip Promsinchai, Narin Petrot 

Publication date: 21 August 2020

Recommendations

• A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
• A block coordinate gradient descent method for regularized convex separable optimization and covariance selection
• The cyclic block conditional gradient method for convex optimization problems
• On the convergence of block coordinate descent type methods
• Efficiency of coordinate descent methods on huge-scale optimization problems

zbMATH Keywords

constrained optimization problemblock coordinate descentcomposite objective functionproximal-gradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Decomposition methods (49M27) Methods of reduced gradient type (90C52)

Cited In (3)

• Block mirror stochastic gradient method for stochastic optimization
• Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
• On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes

This page was built for publication: Numerical experiments on stochastic block proximal-gradient type method for convex constrained optimization involving coordinatewise separable problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5116056)